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ARCH model
Volatility
40,945
Volatilität
40,677
Kapitaleinkommen
39,401
Capital income
39,301
Finanzmarkt
38,987
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38,257
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7,977
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7,918
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7,883
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7,397
ARCH-Modell
7,191
CAPM
6,895
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McAleer, Michael
125
Gupta, Rangan
73
Ma, Feng
65
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64
Bouri, Elie
43
Engle, Robert F.
37
Bauwens, Luc
34
Caporale, Guglielmo Maria
33
Zhang, Yaojie
33
Kumar, Dilip
32
Teräsvirta, Timo
30
McMillan, David G.
26
Hafner, Christian M.
25
Hansen, Peter Reinhard
25
Wang, Yudong
24
Caporin, Massimiliano
23
Herwartz, Helmut
23
Kang, Sang Hoon
23
Liang, Chao
23
Bollerslev, Tim
22
Hammoudeh, Shawkat
22
Serletis, Apostolos
22
Silvennoinen, Annastiina
22
Wei, Yu
22
Degiannakis, Stavros
21
Paolella, Marc S.
21
Salisu, Afees A.
21
Tiwari, Aviral Kumar
21
Wu, Xinyu
21
Conrad, Christian
20
Hamori, Shigeyuki
20
Laurent, Sébastien
20
Yoon, Seong-min
20
Ji, Qiang
19
Molnár, Peter
19
Spagnolo, Nicola
19
Diebold, Francis X.
18
Floros, Christos
18
Huang, Zhuo
18
Koopman, Siem Jan
18
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
5
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4
Econometrisch Instituut <Rotterdam>
3
Ekonomiska forskningsinstitutet <Stockholm>
3
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3
Brown University / Department of Economics
2
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2
Federal Reserve Bank of St. Louis
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2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
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1
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Bank of Canada
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Deutschland <Bundesrepublik> / Auswärtiges Amt
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Econometric Society
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1
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1
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International Workshop on Statistics and Finance <1999, Hongkong>
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Rodney L. White Center for Financial Research
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School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
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Energy economics
229
Finance research letters
163
International review of financial analysis
119
Economic modelling
118
Applied economics
115
International review of economics & finance : IREF
110
The North American journal of economics and finance : a journal of financial economics studies
109
Research in international business and finance
105
Journal of empirical finance
104
Journal of international financial markets, institutions & money
85
Journal of risk and financial management : JRFM
73
Applied financial economics
71
International journal of forecasting
71
Journal of banking & finance
70
Journal of econometrics
69
Applied economics letters
64
Journal of forecasting
61
Economics letters
56
The European journal of finance
56
Discussion paper / Tinbergen Institute
55
International Journal of Energy Economics and Policy : IJEEP
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
International journal of finance & economics : IJFE
46
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Working paper
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
44
The journal of futures markets
44
Econometric Institute research papers
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
International journal of economics and financial issues : IJEFI
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
36
International journal of economics and finance
35
Pacific-Basin finance journal
34
Cogent economics & finance
33
Review of quantitative finance and accounting
32
Journal of international money and finance
31
Journal of financial econometrics
29
The empirical economics letters : a monthly international journal of economics
28
Risks : open access journal
27
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ECONIS (ZBW)
7,102
RePEc
4
ArchiDok
2
Showing
1
-
10
of
7,108
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relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility
dependence structure between the Mexican Stock Exchange and the World Capital Market
López Herrera, Francisco
;
Santillán Salgado, Roberto …
- In:
Investigación económica : revista de la Faculdad de …
74
(
2015
),
pp. 69-97
Persistent link: https://www.econbiz.de/10011562925
Saved in:
2
The stock exchange of Suriname: returns,
volatility
, correlations and efficiency
Bodeutsch, Denice
;
Franses, Philip Hans
-
2012
Persistent link: https://www.econbiz.de/10010354451
Saved in:
3
Type of traders' effect on risk and return : the case of Egyptian stock exchange
Dawood, Aly Saad Mohamed
;
El-Giziry, Khairy
- In:
International journal of economics and finance
8
(
2016
)
2
,
pp. 256-268
Persistent link: https://www.econbiz.de/10011446687
Saved in:
4
Impact of the religious festivity on the Tunis stock exchange
Chaouachi, Olfa
- In:
Investment management and financial innovations
18
(
2021
)
2
,
pp. 12-19
Persistent link: https://www.econbiz.de/10012698105
Saved in:
5
How financial liberalization impacts stock market
volatility
in Africa : evidence from Nigeria
Adeyeye, Patrick Olufemi
;
Aluko, Olufemi Adewale
; …
- In:
Investment management and financial innovations
14
(
2017
)
3
,
pp. 291-301
Persistent link: https://www.econbiz.de/10011873751
Saved in:
6
International linkages of the Chinese stock exchange : a multivariate GARCH analysis
Li, Hong
- In:
Applied financial economics
17
(
2007
)
4/6
,
pp. 285-297
Persistent link: https://www.econbiz.de/10003445979
Saved in:
7
No news is not good news: evidence from the intra-day return
volatility
-volume relationship in Shanghai stock exchange
Krishnamurti, Chandrasekhar
;
Tian, Gary Gang
;
Xu, Min
; …
- In:
Journal of the Asia Pacific economy
18
(
2013
)
1
,
pp. 149-167
Persistent link: https://www.econbiz.de/10009713176
Saved in:
8
A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele
;
RahnamaRoudposhti, Fereydoun
; …
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 154-161
Persistent link: https://www.econbiz.de/10010205102
Saved in:
9
The day of the week effects in the Stock Exchange of Casablanca : analysis by intraday and interday returns
Sy, Aida
;
Derbali, Abdelkader
- In:
International journal of critical accounting : IJCA
7
(
2015
)
4
,
pp. 366-386
Persistent link: https://www.econbiz.de/10011438907
Saved in:
10
Asymmetric risk and return : evidence from the Australian Stock Exchange
Vo, Minh T.
;
Cohen, Michael
;
Boulter, Terry
- In:
Pacific-Basin finance journal
35
(
2015
)
2
,
pp. 558-573
Persistent link: https://www.econbiz.de/10011543740
Saved in:
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